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Katastrofa
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Spectral theory of real symmetric matrices with random diagonal elements

Can you point me in the direction of any research done on the spectral theory (i.e. eigenvalues and eigenvectors) of real symmetric matrices with random (Gaussian or Levy) diagonal elements? Any links to papers, theorems or books will be appreciated.

Katastrofa
  • 221
  • 1
  • 10